Anic Equity¶

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Total return since start: 0.612 %¶

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Equity now: -----------------------------> 49233.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45171.73 Kr¶

PnL: ---------------------------------------> 115.73 Kr¶

DD now: ---------------------------------> -7.316 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:39:25.359403'

Anic Portfolio¶

Today¶

Return: -0.975 %¶

This Week¶

Return: -0.14 %¶

Total portfolio value¶

Return including deposits: 61.179 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 -1.310000 2173.500000 130.500000 6.390000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 0.050000 1002.240000 35.240000 3.640000 966.999996
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Sagax B 4 -0.980000 888.400000 34.400000 4.030000 854.000000
JM 6 -1.200000 891.600000 27.600000 3.190000 864.000000
Sedana Medical 93 -4.260000 2548.200000 27.200000 1.080000 2521.000011
Platzer Fastigheter Holding B 12 -3.290000 986.400000 25.400000 2.640000 960.999996
OX2 13 1.770000 971.750000 21.750000 2.290000 949.999999
Bilia A 8 -0.260000 913.600000 13.600000 1.510000 900.000000
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Gränges 9 -1.430000 928.800000 0.800000 0.090000 927.999999
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.100000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -1.100000 771.150000 -7.850000 -1.010000 779.000001
EQT 4 -1.530000 823.600000 -8.400000 -1.010000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Addnode Group B 11 -0.550000 897.050000 -23.950000 -2.600000 921.000003
SKF B 5 -0.740000 911.500000 -28.500000 -3.030000 940.000000
Indutrade 5 -0.840000 1180.000000 -38.000000 -3.120000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -1.180000 806.400000 -50.600000 -5.900000 857.000000
Vitec Software Group B 2 -3.400000 1023.000000 -64.000000 -5.890000 1087.000000
Bufab 3 -0.860000 1041.600000 -67.400000 -6.080000 1109.000001
Hexagon B 26 -2.080000 3361.800000 -99.200000 -2.870000 3461.000010
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
TOTAL 45171.730000 115.730000 -7.31627% 45056.000411

Updated:¶

'2023-07-05 13:39:42.379645'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶